Related papers: On a Kotz-Wishart distribution: Multivariate Varma…
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…
Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…
We present a kinetic version of the Watanabe-Strogatz(WS) transform for vector models in this paper. From the generalized WS-transform, we obtain the cross-ratio type constant of motion functionals for kinetic vector models under suitable…
This paper considers an extension of the multivariate symmetric Laplace distribution to matrix variate case. The symmetric Laplace distribution is a scale mixture of normal distribution. The maximum likelihood estimators (MLE) of the…
Starting from a remark about the computation of Kashiwara-Schapira's enhanced Laplace transform by using the Dolbeault complex of enhanced distributions, we explain how to obtain explicit holomorphic Paley-Wiener-type theorems. As an…
We study invariants under gauge transformations of linear partial differential operators on two variables. Using results of BK-factorization, we construct hierarchy of general invariants for operators of an arbitrary order. Properties of…
This article handles in a short manner a few Laplace transform pairs and some extensions to the basic equations are developed. They can be applied to a wide variety of functions in order to find the Laplace transform or its inverse when…
In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions with two matrix arguments and provide convergence…
It is well known that, under some assumptions, the limit distribution of random block matrices and their partial transposition converges to the distributions of random variables in some noncommutative probability space. Using free…
This paper refers to the study of generalized Struve type function. Using generalized Galue type Struve function (GTSF) by Nisar et al. [13], we derive various integral transform, including Euler transform, Laplace transform, Whittakar…
This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson…
In this paper we consider two statistical hypotheses for the families of Wishart type distributions. These distributions are analogs of the Wishart distributions defined and parametrized over a Lorentz cone. We test these hypotheses by…
In this paper, we want to show the Restricted Wishart distribution is equivalent to the LKJ distribution, which is one way to specify a uniform distribution from the space of positive definite correlation matrices. Based on this theorem, we…
Dirichlet distributions are probability measures on the unit simplex. They are often used as prior distributions in modeling categorical data, such as in topic analysis of text data. Motivated by this application, we consider Monte Carlo…
Deep kernel processes are a recently introduced class of deep Bayesian models that have the flexibility of neural networks, but work entirely with Gram matrices. They operate by alternately sampling a Gram matrix from a distribution over…
The Hoover index is a widely used measure of inequality with an intuitive interpretation, yet little is known about the finite-sample properties of its empirical estimator. In this paper, we derive a simple expression for the expected value…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…
We aim to introduce a new extension of Mittag-Leffler function via q-analogue and obtained their significant properties including integral representation, q-differentiation, q-Laplace transform, image formula under q-derivative operators.…
We present the construction of a theory of distributions (generalized functions) with a ``thick submanifold'', that is, a new theory of thick distributions on $\mathbb{R}^n$ whose domain contains a smooth submanifold on which the test…